CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 1.0025 1.0021 -0.0004 0.0% 1.0008
High 1.0038 1.0058 0.0020 0.2% 1.0058
Low 1.0020 1.0008 -0.0012 -0.1% 0.9986
Close 1.0020 1.0038 0.0018 0.2% 1.0038
Range 0.0018 0.0050 0.0032 177.8% 0.0072
ATR 0.0025 0.0027 0.0002 7.0% 0.0000
Volume 11 14 3 27.3% 59
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0185 1.0161 1.0066
R3 1.0135 1.0111 1.0052
R2 1.0085 1.0085 1.0047
R1 1.0061 1.0061 1.0043 1.0073
PP 1.0035 1.0035 1.0035 1.0041
S1 1.0011 1.0011 1.0033 1.0023
S2 0.9985 0.9985 1.0029
S3 0.9935 0.9961 1.0024
S4 0.9885 0.9911 1.0011
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0243 1.0213 1.0078
R3 1.0171 1.0141 1.0058
R2 1.0099 1.0099 1.0051
R1 1.0069 1.0069 1.0045 1.0084
PP 1.0027 1.0027 1.0027 1.0035
S1 0.9997 0.9997 1.0031 1.0012
S2 0.9955 0.9955 1.0025
S3 0.9883 0.9925 1.0018
S4 0.9811 0.9853 0.9998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0058 0.9986 0.0072 0.7% 0.0021 0.2% 72% True False 11
10 1.0058 0.9986 0.0072 0.7% 0.0017 0.2% 72% True False 15
20 1.0058 0.9899 0.0159 1.6% 0.0016 0.2% 87% True False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0271
2.618 1.0189
1.618 1.0139
1.000 1.0108
0.618 1.0089
HIGH 1.0058
0.618 1.0039
0.500 1.0033
0.382 1.0027
LOW 1.0008
0.618 0.9977
1.000 0.9958
1.618 0.9927
2.618 0.9877
4.250 0.9796
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 1.0036 1.0036
PP 1.0035 1.0035
S1 1.0033 1.0033

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These figures are updated between 7pm and 10pm EST after a trading day.

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